Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51674.07 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48475.01 Kr¶

PnL: ---------------------------------------> -612.56 Kr¶

DD now: ---------------------------------> -0.52 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:55:00.263633'

Anic Portfolio¶

Today¶

Return: 0.068 %¶

This Week¶

Return: 8.725 %¶

Total¶

Return: 69.168 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 2.570000 798.400000 125.400000 18.630000 673.000000
Nordea Bank Abp 29 0.990000 3566.420000 112.420000 3.250000 3453.999992
SAAB B 8 1.380000 3464.000000 87.000000 2.580000 3377.000000
HEBA B 70 1.700000 2719.500000 83.500000 3.170000 2636.000010
Swedbank A 3 2.590000 616.800000 52.800000 9.360000 564.000000
Resurs Holding 22 1.330000 619.520000 45.520000 7.930000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.450000 594.000000 37.000000 6.640000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.660000 386.200000 31.200000 8.790000 355.000000
Intrum 4 2.260000 551.600000 24.600000 4.670000 527.000000
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Securitas B 6 2.100000 584.040000 14.040000 2.460000 570.000000
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.260000 250.320000 4.320000 1.760000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.230000 545.500000 -0.500000 -0.090000 546.000000
Corem Property Group B 59 1.670000 573.190000 -3.810000 -0.660000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Boozt 12 0.740000 1642.800000 -11.200000 -0.680000 1653.999996
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 1.460000 507.130000 -26.870000 -5.030000 533.999999
International Petroleum Corp. 5 0.180000 563.500000 -31.070000 -5.230000 594.565215
Essity B 2 -1.140000 539.200000 -34.800000 -6.060000 574.000000
Vivesto 1368 -0.490000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -1.440000 2959.200000 -124.800000 -4.050000 3083.999994
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Axfood 15 -3.760000 3882.000000 -418.000000 -9.720000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48475.010000 -612.560000 -0.52038% 49087.564636

Updated:¶

'2023-02-01 11:55:13.343843'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶